@article { author = {Namjoo, Mehran and Mohebbian, Ali}, title = {Analysis of the stability and convergence of a finite difference approximation for stochastic partial differential equations}, journal = {Computational Methods for Differential Equations}, volume = {7}, number = {3}, pages = {334-358}, year = {2019}, publisher = {University of Tabriz}, issn = {2345-3982}, eissn = {2383-2533}, doi = {}, abstract = {‎In this paper‎, ‎an implicit finite difference scheme is proposed for the numerical solution of stochastic partial differential equations (SPDEs) of Ito type‎. ‎The consistency‎, ‎stability and convergence of the scheme is analyzed‎. ‎Numerical experiments are included to show the efficiency of the scheme‎.  }, keywords = {Stochastic partial differential equations‎,‎Stochastic finite difference scheme‎,‎Stability‎,‎Consistency‎,‎Convergence}, url = {https://cmde.tabrizu.ac.ir/article_9008.html}, eprint = {https://cmde.tabrizu.ac.ir/article_9008_ce59ca890bdc1d7c73670885e034a11d.pdf} }